Mean Field Games applied to finance and economics.
problem Modeling large populations in financial and economic systems.
method Mean Field Game theory applied to specific financial and economic scenarios.
result New applications in bitcoin mining, energy markets, and macro-economics.
Fractal neural networks play SimCity and Conway's Game of Life on varying scales.
problem Generalizing agents' performance to larger gameboards than during training.
method Reinforcement learning in a custom environment, using fractal neural networks.
result Agents can generalize to larger gameboards, solving a minigame unsolvable with local strategies.
Potential games, originally introduced in the early 1990's by Lloyd Shapley, the 2012 Nobel Laureate in Economics, and his colleague Dov Monderer, are a very important class of models in game theory. They have special properties such as the existence of Nash equilibria in pure strategies. This note introduces graphical…
Neural MMO simulates MMOs to study multiagent intelligence.
problem Limited research environments for multiagent intelligence.
method Developed a new game environment inspired by MMOs.
result Standard methods can learn interesting behaviors in MMOs.
Unity offers a flexible platform for AI research with rich simulations.
problem Limited configurability and complexity in existing simulation environments.
method Proposed a taxonomy of simulation platforms and demonstrated Unity's suitability.
result Unity enables rich, complex simulations for AI research.
Extracts StarCraft II tournament data for AI and ML studies.
problem Lack of accessible esports data for scientific use.
method Gathered and processed StarCraft II tournament replays using an API parser library.
result The largest publicly available StarCraft II esports dataset.
Method creates synthetic remote sensing images for robust change detection.
problem Lack of annotated data for change detection in remote sensing.
method Procedural synthesis using game engines for generating realistic synthetic datasets.
result Improves deep learning model performance and convergence with limited real-world data.
Using virtual stock markets with artificial interacting software investors, aka agent-based models (ABMs), we present a method to reverse engineer real-world financial time series. We model financial markets as made of a large number of interacting boundedly rational agents. By optimizing the similarity between the act…
Paper examines financial engineering problems and introduces AlphaZero for better replication strategies.
problem Replication portfolio construction in incomplete markets with non-convex constraints.
method Introduces AlphaZero-based system to compare with deep hedging method.
result AlphaZero outperforms deep hedging in non-convex environments, finding near-optimal strategies.
Video-game players generate huge amounts of data, as everything they do within a game is recorded. In particular, among all the stored actions and behaviors, there is information on the in-game purchases of virtual products. Such information is of critical importance in modern free-to-play titles, where gamers can sele…
Game theory finds nowadays a broad range of applications in engineering and machine learning. However, in a derivative-free, expensive black-box context, very few algorithmic solutions are available to find game equilibria. Here, we propose a novel Gaussian-process based approach for solving games in this context. We f…
Study shows curiosity-driven learning can perform well without extrinsic rewards.
problem Lack of scalable methods for intrinsic reward design in reinforcement learning.
method Performed a large-scale study of curiosity-driven learning across 54 environments, using prediction error as reward.
result Curiosity-driven learning can achieve good performance without extrinsic rewards, aligning with hand-designed rewards in many cases.
Decentralized algorithm reduces regret and converges to Nash equilibrium in online congestion games.
problem Online congestion games with exponential action sets and strict Nash equilibria.
method CongestEXP algorithm using exponential weights method.
result CongestEXP achieves O ( k F T ) O(kF\sqrt{T}) O ( k F T ) regret bound and almost exponential convergence to strict Nash equilibrium. Deep neural networks outperform parametric models in predicting customer lifetime value in video games.
problem Predicting the economic value of individual players in free-to-play video games.
method Exploration of deep neural networks and parametric models (Pareto/NBD) for predicting customer lifetime value.
result Convolutional neural networks are the most efficient in predicting the economic value of individual players.
New method refines model predictions as design evolves.
problem Designing objects with desired properties using data-driven methods.
method Formalized as a game, developed autofocusing strategy for model retraining.
result Autofocusing improves model predictions in design space.
Modeling incentives for content creators on algorithm-curated platforms.
problem Maximizing exposure for content creators on algorithmic platforms.
method Formalized exposure game model, proving effects of algorithmic choices on equilibria, proposing tools for finding equilibria.
result Algorithmic choices significantly affect content exposure and creator behavior.
Monte Carlo Tree Search improves financial derivative hedging efficiency.
problem Optimizing pricing and hedging of derivative contracts in incomplete markets.
method Integrates tree search techniques with Reinforcement Learning for optimal control problems.
result Monte Carlo Tree Search outperforms Q Q Q -learning in sample efficiency and learning speed. Framework uses probabilistic programming for physics simulation in games.
problem Efficiently simulate physics in games using probabilistic programming.
method Combines model-free and model-based approaches to improve efficiency.
result Model outperforms model-free or model-based approaches alone.
ORRB enables fast, customizable rendering of robotics environments.
problem Fast and customizable rendering of robotics environments.
method Based on Unity3d and MuJoCo, optimized for cloud deployment.
result Visual domain randomization for improved simulation.
Bidirectional bounds stabilize training of energy-based models.
problem Training energy-based models is difficult and prone to instability.
method Propose bidirectional bounds linking to gradient penalty and Jacobi-determinant estimator.
result Significant stabilization and high-quality density estimation achieved.
Meta-learning helps models learn quickly from few samples.
problem Deep learning requires many samples, which are hard to get.
method Meta-learning optimizes models to adapt quickly to new tasks.
result Meta-learning can improve model efficiency and adaptability.
We develop a machine learning framework for solving high-dimensional MFG and MFC problems.
problem Solving high-dimensional mean field games and control problems.
method Combining Lagrangian and Eulerian viewpoints, using neural network parameterization, and avoiding spatial discretization.
result Approximate solutions for 100-dimensional optimal transport and crowd motion problems.
Engine SixtyFour uses neural networks to play Crazyhouse chess.
problem Developing a neural network-based evaluation function for Crazyhouse chess.
method Created an ensemble model for Crazyhouse chess using a neural network.
result Early versions of the network have a playing level comparable to a strong amateur.
Method learns to predict agent interactions from partial observations.
problem Predicting interactions between multiple agents from incomplete data.
method Graph-Structured Variational Recurrent Neural Network (Graph-VRNN) trained end-to-end.
result Graph-VRNN outperforms baselines on sports datasets.
Recent progress in artificial intelligence (AI) has renewed interest in building systems that learn and think like people. Many advances have come from using deep neural networks trained end-to-end in tasks such as object recognition, video games, and board games, achieving performance that equals or even beats humans …
Simple object representations improve model-free RL performance.
problem Current reinforcement learning agents lack object recognition.
method Used simple, feature-engineered object representations with the Rainbow model.
result Object representations significantly boost performance on Atari games.
DeepRacing uses neural networks to predict trajectories for autonomous racing in video games.
problem Training algorithms for high-speed autonomous racing in realistic environments.
method Developed a virtual testbed using F1 video games, trained neural networks to predict trajectories and control commands.
result Trajectory prediction outperforms end-to-end control methods in autonomous racing simulations.
A new sampling scheme based on DOE improves Shapley value estimation accuracy and speed.
problem Heavy computational burden of calculating Shapley values in large coalition games.
method Design of Experiments (DOE) order-of-addition experimental designs for sampling.
result DOE-based sampling scheme yields more accurate and sometimes deterministic estimates of Shapley values.
Cricket betting is a multi-billion dollar market. Therefore, there is a strong incentive for models that can predict the outcomes of games and beat the odds provided by bookers. The aim of this study was to investigate to what degree it is possible to predict the outcome of cricket matches. The target competition was t…
Visual analogies help transfer knowledge between Atari games.
problem Can visual analogies transfer knowledge between Atari games?
method Created visual analogies between pairs of Atari games and used them to train policies for one game using data from another.
result Visual analogies can be used to transfer knowledge between Atari games.
Paper presents content-based models for game recommendation in cold start scenarios.
problem Cold start problem in game recommendation where new games and players have no historical data.
method Uses survey data to develop content-based interaction models that generalize to new games, players, and both.
result Content models outperform collaborative filtering in predicting new interactions.
Overview of deep reinforcement learning, including elements and applications.
problem Optimizing decision-making in complex environments.
method Combining deep learning with reinforcement learning algorithms.
result Effective in diverse applications like games, robotics, and NLP.
A new framework for playing and learning board games.
problem Tackling the tedious and repetitive aspects of coding for board game AI.
method Developed a generic TD( λ λ λ )-n-tuple agent for arbitrary board games. result TD( λ λ λ )-n-tuple outperforms other generic agents on various games. IGGP learns game rules from varying quality game play, finding no overall trend.
problem Learn game rules from varying quality game play.
method Used Sancho's intelligent game traces and ILP systems (Metagol, Aleph, ILASP) to induce game rules from traces of varying quality and volume.
result No overall trend in accuracy of learned game rules from varying quality and volume of training data.
New game introduces linking-unlinking strategy for two-component links.
problem Tackling the linking and unlinking of two-component links.
method Introducing and analyzing the Linking-Unlinking Game on various link shadows.
result Winning strategies for specific link shadows are presented.
A game on diagrams switches crossing directions to achieve connectedness.
problem Achieving connectedness in diagrams through crossing switches.
method Players switch crossing directions on regions of a diagram to achieve connectedness.
result Connectedness can be achieved through strategic crossing switches.
Introduces SM-games to analyze machine learning interactions.
problem Lack of understanding and control in n-player games.
method Introduces SM-games with pairwise zero-sum interactions.
result SM-games are amenable to first-order optimization methods.
Just as war is sometimes fallaciously represented as a zero sum game -- when in fact war is a negative sum game - stock market trading, a positive sum game over time, is often erroneously represented as a zero sum game. This is called the "zero sum fallacy" -- the erroneous belief that one trader in a stock market exch…
The existence of stationary Markov perfect equilibria in stochastic games is shown under a general condition called "(decomposable) coarser transition kernels". This result covers various earlier existence results on correlated equilibria, noisy stochastic games, stochastic games with finite actions and state-independe…
TextWorld is a Python library for RL agents in text-based games.
problem Training RL agents on text-based games with varying challenges and sparse rewards.
method Developed a Python library with backend functions for state tracking and reward assignment. Enables users to create new games with precise control over difficulty and scope.
result Demonstrated the effectiveness of TextWorld in training RL agents on a curated list of games and generated sets of games.
Game theory helps analyze ESOs/EBIs in production and service sectors.
problem Economic incentives affect traditional production/service functions and create intangible capital.
method Uses game theory to analyze interactions in ESO/EBI transactions.
result No perfect Nash Equilibria for two-stage games involving many participants.
We start briefly surveying research on optimal stopping games since their introduction by E.B.Dynkin more than 40 years ago. Recent renewed interest to dynkin's games is due, in particular, to the study of Israeli (game) options introduced in 2000. We discuss the work on these options and related derivative securities …
The paper explores how regularization can lead to convergence in imperfect information games.
problem Finding equilibrium in imperfect information games with imperfect information.
method Investigates Follow the Regularized Leader dynamics and how adding a regularization term can lead to strong convergence guarantees.
result The approach leads to algorithms that converge exactly to the Nash equilibrium in imperfect information games.
Educational game on crypto investment helps students grasp macroeconomics.
problem Weak connections between microeconomic decision-making and macroeconomic concepts in classroom games.
method Design and study of an educational game on cryptocurrency investment.
result Engages students in understanding macroeconomics through incentivized individual investment decisions.
Simplified NFT games discussed with methods for extracting value.
problem Issues influencing NFT games' structure and stability.
method Three methods for extracting value from NFT games.
result Various design constraints and mutual beneficial games.
The paper proposes a method to learn continuous-action graphical games from perturbed equilibria.
problem Learning the exact structure of continuous-action graphical games from limited data.
method A ℓ 12 − \ell_{12}- ℓ 12 − block regularized method to recover the graphical game structure. result The method recovers the exact structure of the graphical game under certain conditions.
Gradient Descent Ascent converges to von-Neumann solution in hidden zero-sum games.
problem Understanding dynamics of zero-sum games with hidden structure.
method Gradient Descent Ascent applied to hidden zero-sum games with specific convex-concave structure.
result Gradient Descent Ascent converges to von-Neumann solution in strictly convex-concave hidden games.
Paper tackles hidden game problem in AI alignment and language games.
problem Hidden game problem in AI alignment and language games.
method Developed a composition of regret minimization techniques to discover and exploit hidden structures.
result Achieved optimal external and swap regret bounds for rapid convergence to correlated equilibria.